See this little tab here?
Turn the power to this box off at the circuit breaker, and verify it's off. Then grab the little tab with a pair of needle nose pliers, and bend it back and forth until it breaks off. Once you restore power, half of the receptacle will be controlled by the switch, while the other will be always on.
A couple other notes about your wiring
When wrapping wires around screw terminals, you always want to wrap them clockwise. To tighten the screw you'll turn it clockwise, if the wire is wrapped clockwise it will be "pulled in" by the tightening action. If the wire is wrapped anticlockwise, the wire could be "pushed out" by the tightening action.
You'll also want to try and avoid getting insulation under the screw terminals. The insulation can prevent you from tightening the screw enough, which can lead to a poor connection. A poor connection causes higher resistance, which increase heating, which leads to deterioration of the wiring, which leads to higher resistance, which leads to more heat, which leads to fire.
First turn off the circuit at the breaker panel. A good practice is to confirm that there is no power on any cables in boxes you are working on using a non-contact tester.
If the switch only has one 2 conductor cable in its box, it is a switch loop. That means the power from the mains comes to the switched fixture box (in your case, the outlet) and only the hot wire is routed to the switch. The other wire in the switch cable is a switched hot (even though it is probably white or white with a black marking) which carries power back to the switched outlet.
What you need to do is to convert that switched hot to a neutral. First you need to determine which wire is always hot. Usually that would be the black wire, but you need to be sure. At the outlet box see which wire from the switch is attached to the black wire from the mains. If it is black, leave it connected. If not, disconnect it and connect the black switch wire to the black mains wire.
Then connect the white switch wire to the white mains wire. You will also need to connect the hot side of the outlet to the black mains wire (you will have already removed one of the switch wires from the hot side of the switched outlet).
Now you have an always hot outlet and a full circuit going to the switch box.
At the switch box, attach the white wire from the outlet box cable (now a neutral) to the white wire going to the light fixture. Attach the black wire from the outlet box cable to the switch (hot) and the black wire from the fixture to the other side of the switch (switched hot).
At the light fixture, black to black, white to white.
We did not mention grounds, but they should all be connected in each box and to the switches and fixtures, using pigtails if needed. These are extra pieces of wire that you attach to the wire bundles to tie the fixtures or switches into the ground lines.
Best Answer
The red wire may be a switched hot. The best way to find out would be to remove the black wire with the power off put some tape on the black and with the power back on see if this is now a switched hot. If it is great turn the power off break the tab and put the black back on.
If nothing happens pull the switch and see if the red is connected in the switch. I would guess the black is the always hot and someone changed the receptacle without breaking the tab so it is always hot.